Album art does not show in main mp3tag window?

In the left hand bottom corner of the mp3tag window, there's a box that's supposed (I suppose) to show the embedded image of the current playing album. If I right click on in I get add,remove,extract ... cover. But for the mp3f files I have, i don't any image.

Yet, when I play the files in VLC, I see an image for each file.

Am I missing something here?

Any help appreciated,

MP3tag does not play any albums it is a tool to edit tags. Albumart is one of them
If you have the settings that you see the square, then you can even determine whether it shows the first image in a folder or of the currently selected file(s). If you haven't selected anything then the square is empty.
So this means that the square does not necessarily show the embedded artwork.
You can distinguish this if you see a filename as description of not. If you see one, then this artwork is not embedded.
If you select several files but they have different embedded art work (or some have and others haven't) then the square stays blank but the description shows "Various covers".

I cannot say anything about your players and whether they maintain a database on their own where they store their own pieces of artwork.